I'd recommend using a butane mini-torch instead of an electric soldering iron, but either way, soldering is what I'd recommend.
For more info, here're a couple of current threads about the topic:
There are no minimum size limitations on soldering - very small or very large joints. And in fact, the S-mine tube to the holder is an excellent example of the advantages of solder over glue. A solder joint along the edge of the holder to the tube will be so much stronger than any glue joint that there's no real comparison.
However, if all you want is for the parts to just not fall apart, then given the small size of the gluing surface, any CA or two-part epoxy brand will be just about as strong as any other.
Soldering's not that hard to learn, and if you haven't already invested in any equipment yet, then go with a mini-torch.